-0.1%
SWK vs SHAK
+84.4%
-84.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.8% | -2.8% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | -9.7% | -5.2% | -4.5% | -8.4% |
| 3M | +19.5% | +27.3% | -7.8% | +11.0% |
| 6M | +26.0% | -27.9% | +53.9% | +34.2% |
| YTD | +29.1% | -17.0% | +46.0% | +31.5% |
| 1Y | +23.7% | -30.9% | +54.6% | +32.3% |
| 3Y | +15.3% | +3.4% | +11.9% | +4.6% |
| 5Y | -40.6% | -20.5% | -20.1% | -45.5% |
| 10Y | -0.1% | +88.3% | -88.4% | -39.8% |
| All | -0.1% | +84.4% | -84.4% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling